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Trade: ROSE/USDT/360/PWMA/SSF/3296

Strategy
ROSE/USDT/360/PWMA/SSF/3296
Pair
ROSE_USDT
Interval
6h
Score
475914
Daily Profit
0.371933
Profit Factor
2.382399
Profitability
47.252747
Streak
0.000000
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-25 20:15
Expiration Time
2025-11-16 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 658507.8347 497177.5471 161330.2876 2927580.6676 1315713.9992 1611866.6683
Total P&L (%) 658.5078 497.1775 161.3303 2927.5807 1315.714 1611.8667
Avg Daily Profit (%) 0.3719 0.2808 0.0911 0.1928 0.1498 0.1605
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64784 -62287 -63784 -1494384 -1465442 -808605
Profit Factor 2.3824 3.0886 1.677 1.6096 1.4496 1.8592
Total Trades 91 45 46 91 45 46
Winning Trades 43 20 23 43 20 23
Losing Trades 48 25 23 48 25 23
Profitability (%) 47.2527 44.4444 50 47.2527 44.4444 50
Ratio Avg Win / Avg Loss 2.6594 3.8607 1.677 1.7968 1.812 1.8592
Largest Winning Trade 195305 195305 80735 684789 684789 646743
Largest Losing Trade -53605 -22620 -53605 -511151 -488088 -511151
Avg Bars in Trades 75 69 81 75 69 81
Avg Bars in Winners 114 107 119 114 107 119
Avg Bars in Losers 41 39 42 41 39 42
Bars Traded 6884 3146 3738 6884 3146 3738
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475914 436257 -68061 367109 264900 406894

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608746400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820544432,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "poles": 3
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            658507.8346959547,
            497177.5471187766,
            161330.2875771783,
            2927580.667576943,
            1315713.999239504,
            1611866.6683374383
        ],
        [
            658.507835,
            497.177547,
            161.330288,
            2927.580668,
            1315.713999,
            1611.866668
        ],
        [
            0.371933,
            0.280812,
            0.091121,
            0.192806,
            0.1498,
            0.160545
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64784,
            -62287,
            -63784,
            -1494384,
            -1465442,
            -808605
        ],
        [
            2.382399,
            3.088584,
            1.676987,
            1.609599,
            1.449589,
            1.859208
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            47.252747,
            44.444444,
            50,
            47.252747,
            44.444444,
            50
        ],
        [
            2.659422,
            3.860731,
            1.676987,
            1.796761,
            1.811986,
            1.859208
        ],
        [
            195305,
            195305,
            80735,
            684789,
            684789,
            646743
        ],
        [
            -53605,
            -22620,
            -53605,
            -511151,
            -488088,
            -511151
        ],
        [
            75,
            69,
            81,
            75,
            69,
            81
        ],
        [
            114,
            107,
            119,
            114,
            107,
            119
        ],
        [
            41,
            39,
            42,
            41,
            39,
            42
        ],
        [
            6884,
            3146,
            3738,
            6884,
            3146,
            3738
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475914,
            436257,
            -68061,
            367109,
            264900,
            406894
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608746400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820544432,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "poles": 3
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)